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OrthogonalTGARCH
本文对@:AB及其衍变模型进行了分析和总结,提出了直交门槛一般化自回归条件异方差#< 90 8 17C
-D@:AB*模型。通过模型平稳性测试、@:效果检定、@:AB效果检定、模型阶数鉴定、模型参数估计与模型诊断对模型进行
评估,作者认为这种模型在估计投资组合资产收益的波动性上优越@:AB及其衍变模型。
(In this paper, @: AB model and its evolution are analyzed and summed up the proposed DC-AC threshold generalized autoregressive conditional heteroskedasticity# < 90 8 17C-D @: AB* model. Smooth adoption of the model testing, @: the effect of test, @: AB test the effect of model order identification, model parameter estimation and model diagnostics to assess the model, the authors suggest that this model portfolios in estimating the volatility of capital gains on the superior @ : AB and its evolution model.)
- 2009-05-30 12:36:07下载
- 积分:1
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Wiley--Introduction-To-Digital-Signal-Processing-
Wiley, Introduction To Digital Signal Processing And Filter Design (2005) Ling Lotb [use of Matlab]
- 2013-09-16 01:41:17下载
- 积分:1
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untitledyuan
三相全控整流桥带阻感负载Matlab/Simulink仿真模型(Three-phase full-controlled rectifier bridge with resistive sense load Matlab/Simulink simulation model)
- 2013-03-11 20:53:12下载
- 积分:1
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matlab
该文件是有关matlab的初级讲解说明,很方便的给学习者使用.(The document is to explain that the primary matlab, it is convenient to the learners.)
- 2011-05-08 09:55:46下载
- 积分:1
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a-good-workshop-routine-package-for-linear-model-
a good workshop routine package for linear model by using MLE estimation method
- 2015-02-16 09:47:58下载
- 积分:1
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ekf
ekf 何友的数据融合的关于ekf的例子的代码,自己写的,不够优化,有需要子函数的联系我(the code of ekf)
- 2012-01-26 11:36:32下载
- 积分:1
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FFTinGUI1
This program makes the out put to the serial output port
- 2009-05-07 19:22:16下载
- 积分:1
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smart--antenna
关于智能天线的一些MATLAB仿真源程序,详细讲述了波束成形、波达方向以及LMS算法、LS算法等仿真程序,具有通俗易懂,便于修改调试等特点(About Smart Antenna some MATLAB simulation source code, a detailed account of beamforming, direction of arrival and the LMS algorithm, LS algorithm simulation program, with user-friendly, easy to modify debugging features)
- 2015-01-08 10:25:25下载
- 积分:1
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MTI
介绍了MTI雷达(动目标检测雷达)。该类型雷达能够抑制杂波保留目标信号。对MTI雷达进行了仿真,并利用参差重频消除盲速影响,讨论了MTI雷达参差比取不同的值对盲速的影响(This code introduce the use of MTI radar that inhibits clutter in order to remain object signal, and simulate the system for MTI radar using multiple PRFs to eliminate hte influence of blind velocity.)
- 2012-01-25 11:55:15下载
- 积分:1
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gaijinpsobp
基于改进粒子群算法的BP神经网络及其应用 里面很好的介绍了粒子群的优化效果(Particle swarm optimization based on improved BP neural network and its application within a very good introduction to the effects of particle swarm optimization)
- 2010-12-14 15:53:26下载
- 积分:1